+235.9%
NVDA vs LMT
+45.1%
+190.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.2% |
| 7D | -12.7% | +5.1% | -17.9% | -12.0% |
| 30D | -26.4% | +14.1% | -40.5% | -24.4% |
| 3M | -27.6% | +0.3% | -27.9% | -27.0% |
| 6M | -27.7% | +16.1% | -43.8% | -25.1% |
| YTD | -12.5% | +25.5% | -37.9% | -6.5% |
| 1Y | -12.6% | +34.1% | -46.8% | -5.2% |
| 3Y | +235.9% | +45.1% | +190.9% | +349.0% |
| All | +235.9% | +45.1% | +190.9% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling